+366.8%
APP vs ETHA
-36.9%
+403.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +10.2% |
| 7D | +71.2% | -0.2% | +71.4% | +70.1% |
| 30D | +39.1% | -13.4% | +52.5% | +45.3% |
| 3M | +16.5% | +16.5% | 0.0% | +8.3% |
| 6M | -16.6% | -5.3% | -11.2% | -17.0% |
| YTD | -41.9% | -25.2% | -16.7% | -38.7% |
| 1Y | -37.0% | -32.9% | -4.1% | -31.4% |
| All | +366.8% | -36.9% | +403.7% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling